Recursive lattice algorithms with finite-duration windows

Most recursive adaptive lattice-filter algorithms use (IIR) exponential weighting of the signal elements necessary to calculate the filter parameters. In this paper, recursive algorithms for finite window (FIR) weighting are derived instead and applied to the parameter estimation process. Adaptation and steady state performance of adaptive lattice filters is calculated approximately for arbitrary weightings, allowing a comparison of the performance of different windows. As an example, a lattice filter with HAMMING windowing is compared to one with standard exponential weighting.